We propose an algorithm to generate inner and outer polyhedral approximations to the
upper image of a bounded convex vector optimization problem. It is an outer approximation …

This paper is concerned with solution algorithms for general convex vector optimization
problems (CVOPs). So far, solution concepts and approximation algorithms for solving …

Nash equilibria and Pareto optimality are two distinct concepts when dealing with multiple
criteria. It is well known that the two concepts do not coincide. However, in this work, we …

In this thesis, we are concerned with multiobjective combinatorial optimization (MOCO)
problems. We attempt to fill the gap between theory and practice, which comes from the lack …

Most real-world problems involve multiple conflicting criteria. These problems are called
multi-criteria/multi-objective optimization problems (MOOP). The main task in solving …

Choosing a portfolio of risky assets over time that maximizes the expected return at the same
time as it minimizes portfolio risk is a classical problem in mathematical finance and is …

In this work, we propose an outer approximation algorithm for solving bounded convex
vector optimization problems (CVOPs). The scalarization model solved iteratively within the …

In this study, an exact algorithm, called the search-and-remove (SR) algorithm, is proposed
to compute the Pareto frontier of biobjective mixed-integer linear programming problems. At …

There are different solution concepts for convex vector optimization problems (CVOPs) and
a recent one, which is motivated from a set optimization point of view, consists of finitely …

In this paper we consider linear bilevel programming problems with multiple objective
functions at the lower level. We propose a general-purpose exact method to compute the …